Report NEP-CMP-2023-02-20

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023. "Using machine learning to measure financial risk in China," Working Paper Series 2767, European Central Bank.
• Dangxing Chen & Luyao Zhang, 2023. "Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance," Papers 2301.07060, arXiv.org.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2023. "ddml: Double/debiased machine learning in Stata," Papers 2301.09397, arXiv.org, revised Jan 2024.
• Jianjun Chen & Yongming Li & Ariel Neufeld, 2023. "Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its complexity analysis," Papers 2301.09241, arXiv.org, revised Apr 2024.
• Elisa Luciano & Matteo Cattaneo & Ron Kenett, 2023. "Adversarial AI in Insurance: Pervasiveness and Resilience," Papers 2301.07520, arXiv.org.
• María Victoria Landaberry & Kenji Nakasone & Johann Pérez & María del Pilar Posada, 2022. "A predictive model of sovereign investment grade using machine learning and natural language processing," Documentos de trabajo 2022005, Banco Central del Uruguay.
• Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," LEM Papers Series 2023/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Bilgin, Rumeysa, 2023. "The Selection Of Control Variables In Capital Structure Research With Machine Learning," SocArXiv e26qf, Center for Open Science.
• Ola, Aranuwa Felix, 2023. "Artificial intelligence (AI) is intelligence—perceiving, synthesizing, and inferring information—demonstrated by machines, as opposed to intelligence displayed by non-human animals and humans," OSF Preprints 8f59d, Center for Open Science.
• Pinski, Marc & Benlian, Alexander, 2023. "AI Literacy - Towards Measuring Human Competency in Artificial Intelligence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 135990, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Tom, Daniel M. Ph.D., 2023. "Eliminating Disparate Treatment in Modeling Default of Credit Card Clients," OSF Preprints cfyzv, Center for Open Science.
• Ola, Aranuwa Felix, 2023. "Artificial intelligence (AI) is intelligence—perceiving, synthesizing, and inferring information—," OSF Preprints 37m9k, Center for Open Science.
• Anastasios Petropoulos & Vassilis Siakoulis & Konstantinos P. Panousis & Loukas Papadoulas & Sotirios Chatzis, 2023. "Macroeconomic forecasting and sovereign risk assessment using deep learning techniques," Papers 2301.09856, arXiv.org.
• Christopher Wimmer & Navid Rekabsaz, 2023. "Leveraging Vision-Language Models for Granular Market Change Prediction," Papers 2301.10166, arXiv.org.
• Jongsub Lee & Hayong Yun, 2023. "Learning Production Process Heterogeneity Across Industries: Implications of Deep Learning for Corporate M&A Decisions," Papers 2301.08847, arXiv.org.
• Nabeel, Rao, 2023. "Artificial intelligence (AI) is intelligence—perceiving, synthesizing, and inferring information—demonstrated by machines, as opposed to intelligence displayed by non-human animals and humans. Example," OSF Preprints sz7mj, Center for Open Science.
• Nabeel, Rao, 2023. "Artificial intelligence (AI) is intelligence—perceiving, synthesizing, and inferring information—demonstrated by machines, as opposed to intelligence displayed by non-human animals and humans. Example," OSF Preprints qhvak, Center for Open Science.
• Bruno Bouchard & Adil Reghai & Benjamin Virrion, 2021. "Computation of Expected Shortfall by fast detection of worst scenarios," Post-Print hal-02619589, HAL.
• Gebreel, Alia Youssef, 2023. "Artificial Intelligence in Knowledge Management for Construction-Specific Documents," OSF Preprints zc8mp, Center for Open Science.
• Ramis Khabibullin & Sergei Seleznev, 2022. "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series wps104, Bank of Russia.
• A. Papanicolaou & H. Fu & P. Krishnamurthy & B. Healy & F. Khorrami, 2023. "An Optimal Control Strategy for Execution of Large Stock Orders Using LSTMs," Papers 2301.09705, arXiv.org, revised Jun 2023.
• Hua, Tan Kian, 2023. "Artificial intelligence (AI) is intelligence—perceiving, synthesizing, and inferring information—demonstrated by machines, as opposed to intelligence displayed by non-human animals and humans," OSF Preprints 8de57, Center for Open Science.
• Jonathan Proctor & Tamma Carleton & Sandy Sum, 2023. "Parameter Recovery Using Remotely Sensed Variables," NBER Working Papers 30861, National Bureau of Economic Research, Inc.
• Huifang Huang & Ting Gao & Pengbo Li & Jin Guo & Peng Zhang & Nan Du, 2023. "Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization," Papers 2301.09297, arXiv.org, revised Mar 2023.
• Michael Mueller-Smith & Benjamin Pyle & Caroline Walker, 2023. "Estimating the Impact of the Age of Criminal Majority: Decomposing Multiple Treatments in a Regression Discontinuity Framework," Working Papers 23-01, Center for Economic Studies, U.S. Census Bureau.
• Resce, Giuliano & Vaquero-Piñeiro, Cristina, 2023. "Taste of home: Birth town bias in Geographical Indications," Economics & Statistics Discussion Papers esdp23089, University of Molise, Department of Economics.
• Nikhil Sahni & George Stein & Rodney Zemmel & David M. Cutler, 2023. "The Potential Impact of Artificial Intelligence on Healthcare Spending," NBER Working Papers 30857, National Bureau of Economic Research, Inc.
• Florian Oswald & Patrick Kofod Mogensen, 2022. "floswald/NumericalMethods," SciencePo Working papers Main hal-03945730, HAL.
• Bergeaud, Antonin & Verluise, Cyril, 2022. "The rise of China's technological power: the perspective from frontier technologies," LSE Research Online Documents on Economics 117998, London School of Economics and Political Science, LSE Library.